Kellogg School of Management

Stein's method for steady-state diffusion approximations: An introduction through the Erlang-A and Erlang-C models

Citations: Braverman, Anton, Jim Dai, Jiekun Feng. 2016. Stein's method for steady-state diffusion approximations: An introduction through the Erlang-A and Erlang-C models. Stochastic Systems.
JSTOR Daily

Stochastic scattering model of anomalous diffusion in arrays of steady vortices

This is a preview. Log in through your library . Abstract We investigate the occurrence of anomalous transport phenomena associated with tracer particles propagating through arrays of steady vortices.
Kellogg School of Management

Stein's method for steady-state diffusion approximations of M/Ph/n + M systems

Citations: Braverman, Anton, Jim Dai. 2017. Stein's method for steady-state diffusion approximations of M/Ph/n + M systems. Annals of Applied Probability. (1)550-581.
JSTOR Daily

EXPONENTIAL ERGODICITY AND STEADY-STATE APPROXIMATIONS FOR A CLASS OF MARKOV PROCESSES UNDER FAST REGIME SWITCHING

We study ergodic properties of a class of Markov-modulated general birth–death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled ...